2 papers
math.PR2007
Stationarity and Self-similarity Characterization of the Set-indexed Fractional Brownian Motion
Erick Herbin, Ely Merzbach
The set-indexed fractional Brownian motion (sifBm) has been defined by Herbin-Merzbach (2006) for indices that are subsets of a metric measure space. In this paper, the sifBm is pr…
math.PR2005
A set-indexed fractional Brownian motion
E. Herbin, E. Merzbach
We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed…